AQR CAPITAL MANAGEMENT LLC

Q1 2020 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
2,032
Total value ($000)
$59,452,249
Net value change ($000)
-28,503,742 (-32.4%)
New positions
138
Sold out positions
223
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/17/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
GEN 225,602 1171.9%
AMZN 92,292 11.6%
ABBV 74,076 47.3%
NVDA 57,872 74.9%
COR 53,580 74.2%
REGN 50,645 39.3%
VRTX 48,463 54.1%
AIY 42,760 198.1%
PEG 41,886 32.4%
SNX 35,585 66.2%
Top Reduces (Value $000, Stocks/ETFs)
WFC -333,143 -77.9%
EXC -328,756 -52.0%
UAL -312,812 -73.0%
GOOGL -299,178 -28.4%
Spirit AeroSystems Holdings, Inc. -295,837 -85.2%
MCK -291,355 -76.7%
MET -291,215 -64.8%
LRCX -287,029 -53.1%
SYF -282,845 -57.9%
NCLH -274,384 -92.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 681,510 (1.1% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type